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How to leave orders open when using automated trading

TraderArun · 2021-01-04T12:29:21+00:00

Hi, During automated trading, an order to open seems to cancel on the next bar if the order is not filled during the current bar. Is there a way where we can leave the order open either 1. indefinitely or 2. until the end of day? Thanks

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ProOrder: Automated Strategies & Backtesting
How to leave orders open when using automated trading

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01/04/2021 at 1:29 PM #156224 quote

TraderArun
Participant

Junior

Hi,

During automated trading, an order to open seems to cancel on the next bar if the order is not filled during the current bar. Is there a way where we can leave the order open either 1. indefinitely or 2. until the end of day?

Thanks

01/04/2021 at 1:34 PM #156228 quote
Vonasi
Moderator

Master
Yes set a flag that says your entry conditions have been met and then keep placing the order bar after bar. Not tested.
```
if onmarket then 
flag = 0
endif

if not onmarket and (your entry conditions) and not flag then
flag = 1
entryprice = high
endif

if flag = 1 then 
buy 1 contract at entryprice stop
endif
```
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How to leave orders open when using automated trading

ProOrder: Automated Strategies & Backtesting

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TraderArun @traderarun Participant

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This topic contains 1 reply,
has 2 voices, and was last updated by Vonasi
5 years, 9 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	01/04/2021
Status:	Active
Attachments:	No files

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How to leave orders open when using automated trading

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How to leave orders open when using automated trading ProOrder: Automated Strategies & Backtesting

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How to leave orders open when using automated trading

ProOrder: Automated Strategies & Backtesting